Fidelity Low Duration Bond Factor ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1.02% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0102 | 4.33 | |
| 0.1231 | 33.05 | |
| 0.9773 | 189.77 | |
| 3.6904 | 16.44 |
Estimation Period:
Jun 18, 2018 to Feb 6, 2026
Jun 18, 2018 to Feb 6, 2026
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